+5,083.9%
LITE vs SBAC
+79.9%
+5,004.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +6.7% | +6.9% | -0.3% | +4.8% |
| 3M | -6.8% | -8.2% | +1.5% | -5.4% |
| 6M | +29.4% | -1.6% | +31.1% | +28.0% |
| YTD | +139.1% | -0.1% | +139.2% | +134.5% |
| 1Y | +521.0% | -0.5% | +521.5% | +509.5% |
| 3Y | +1,535.3% | -9.1% | +1,544.4% | +1,482.1% |
| 5Y | +889.8% | -43.8% | +933.6% | +1,023.3% |
| 10Y | +2,400.7% | +80.5% | +2,320.2% | +1,988.3% |
| All | +5,083.9% | +79.9% | +5,004.0% | +3,992.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling